-46.6%
VG vs ROK
+43.4%
-90.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.3% | +3.2% | +5.0% |
| 7D | +5.5% | -8.5% | +14.0% | +7.2% |
| 30D | -3.6% | -6.4% | +2.8% | -2.4% |
| 3M | -4.0% | -8.8% | +4.9% | -2.4% |
| 6M | +9.4% | -10.5% | +19.9% | +10.2% |
| YTD | +86.6% | +5.4% | +81.2% | +70.9% |
| 1Y | +69.5% | +5.0% | +64.5% | +55.4% |
| All | -46.6% | +43.4% | -90.0% | -62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ROK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling